Here you go, man.
I had to replace my rear air shocks and compressor right after buying my rig used as well. The OEM shocks were ridiculously expensive....$5-600 per shock, and another $500 or so for a compressor. With labor, it was approaching $2k.
So I looked around and found these guys. They partnered with Bilstein to create an autoride replacement air shock for much less. These are a replacement, they don't use the electronic dampening system, but come with error code eliminators. They also have OEM remanufactured shocks that still use the electronic dampening system if you'd rather get those. They cost the same either way.
$379/pair with Bilstein on them and their lifetime warranty. They work great, been running them for a couple of years now. I also had to get the compressor, which they also make and sell for $179, which is waaaay less than OEM. They have awesome customer service, too. I really can't recommend these guys highly enough, they've treated me right as a customer.
Arnott Industries, Inc.
Link to GMC Yukon parts page:
http://www.arnottindustries.com/part_GMC_Air_Suspension_Parts_yid15_pid95.html